WHEAT - CHICAGO BOARD OF TRADE                                       Code-001602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      420,106
COMMITMENTS
  75,031  125,108   63,715  247,899  175,278  386,645  364,101   33,461   56,005

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,725)
  -1,779    8,117   -1,266    6,720   -2,003    3,675    4,848     -950   -2,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     29.8     15.2     59.0     41.7     92.0     86.7      8.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      396)
     107      153      122       87      107      277      311
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,194,151
COMMITMENTS
 409,435  100,643   96,045  550,587  758,092  1056067  954,780  138,084  239,371

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -17,467)
 -39,993    2,493    5,813   16,991  -29,798  -17,189  -21,492     -278    4,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3      8.4      8.0     46.1     63.5     88.4     80.0     11.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      787)
     226      149      151      187      337      483      583
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:       14,756
COMMITMENTS
   3,349    2,057      240    8,509   10,846   12,098   13,143    2,658    1,613

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        818)
     310      714     -348    1,040      147    1,002      513     -184      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7     13.9      1.6     57.7     73.5     82.0     89.1     18.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      18        8        5       14        5       33       18
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      574,756
COMMITMENTS
 167,037   46,880   79,757  278,348  366,372  525,142  493,009   49,614   81,747

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -9,935)
 -27,766    3,992    9,171   14,531  -31,104   -4,064  -17,941   -5,871    8,006

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1      8.2     13.9     48.4     63.7     91.4     85.8      8.6     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      535)
     178      119      161      108      184      372      411
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels)                         OPEN INTEREST:       20,183
COMMITMENTS
  16,997    2,991      100        8    4,021   17,105    7,112    3,078   13,071

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -923)
    -815      546       87        0      -36     -728      597     -195   -1,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.2     14.8      0.5      0.0     19.9     84.7     35.2     15.3     64.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      19       11        6        1       10       20       27
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      281,028
COMMITMENTS
  62,748   59,135   25,659  165,427  163,294  253,834  248,088   27,194   32,940

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,753)
  -8,198   15,795   -5,927   13,824  -20,252     -301  -10,384   -2,452    7,631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     21.0      9.1     58.9     58.1     90.3     88.3      9.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      66       77       53       68       63      170      165
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      638,290
COMMITMENTS
  69,624   92,981    8,418  423,525  405,973  501,567  507,372  136,723  130,918

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -13,273)
  -2,773   -4,251   -1,464   -2,285  -18,617   -6,522  -24,332   -6,751   11,059

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     14.6      1.3     66.4     63.6     78.6     79.5     21.4     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      31       28       13       66       69      103      104
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      377,248
COMMITMENTS
  53,940   42,803    1,104  256,070  289,077  311,114  332,984   66,134   44,264

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        676)
   1,270   -3,611     -371     -874    2,533       25   -1,449      651    2,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     11.3      0.3     67.9     76.6     82.5     88.3     17.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       6        8        3       41       38       49       47
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        9,165
COMMITMENTS
     806      411      920    6,982    7,324    8,708    8,655      457      510

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -703)
      -4     -524       55     -625     -339     -574     -808     -129      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      4.5     10.0     76.2     79.9     95.0     94.4      5.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        4        4       22       24       30       28
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      177,578
COMMITMENTS
  42,498   34,478   15,722   88,639   99,313  146,859  149,513   30,719   28,065

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,921)
 -15,278    7,414    4,510   16,933  -12,614    6,165     -690   -2,244    4,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     19.4      8.9     49.9     55.9     82.7     84.2     17.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      189)
      47       48       35       72       65      141      134
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       16,995
COMMITMENTS
   4,698    3,566      444    8,125   12,024   13,267   16,034    3,728      961

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -372)
    -798      205      211      961     -688      374     -272     -746     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     21.0      2.6     47.8     70.8     78.1     94.3     21.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      27       16       12       23       15       55       40
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:      759,332
COMMITMENTS
 217,767  179,041   19,412  412,727  442,098  649,906  640,551  109,426  118,781

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -21,260)
 -17,440    6,388      -42   -9,256  -29,065  -26,738  -22,719    5,478    1,459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     23.6      2.6     54.4     58.2     85.6     84.4     14.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      40       53       17       79      106      128      169
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,555,333
COMMITMENTS
 165,486  260,431   17,477  1074360  961,656  1257323  1239564  298,010  315,769

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -11,602)
  12,422   -5,814   -1,978  -37,905   -8,407  -27,461  -16,199   15,859    4,597

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     16.7      1.1     69.1     61.8     80.8     79.7     19.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      24       43       17      104      116      137      167
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    1,294,173
COMMITMENTS
 400,270  102,314    7,546  695,621  930,904  1103437  1040764  190,736  253,409

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -29,798)
     719   -2,895   -7,132   -8,647  -25,484  -15,060  -35,511  -14,738    5,713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9      7.9      0.6     53.8     71.9     85.3     80.4     14.7     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      182)
      33       27       11       70      102      106      137
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:      688,765
COMMITMENTS
  71,905   71,768   93,313  490,790  486,901  656,008  651,982   32,757   36,783

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:    -19,182)
  -5,959     -523   -6,690   -4,493   -7,959  -17,142  -15,172   -2,040   -4,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     10.4     13.5     71.3     70.7     95.2     94.7      4.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      18       28       33       63       69      100      115
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       47,828
COMMITMENTS
   5,827    3,307    4,211   33,252   34,520   43,289   42,038    4,540    5,791

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     15,076)
  -1,601      599    4,190   11,567    9,474   14,156   14,263      921      814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      6.9      8.8     69.5     72.2     90.5     87.9      9.5     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      14       14        9       30       34       48       55
 
 
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE                Code-124601
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       13,642
COMMITMENTS
   2,962    1,349        0    9,276   11,573   12,238   12,922    1,404      720

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -2,187)
     790   -1,133     -933     -543    1,032     -686   -1,034   -1,501   -1,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      9.9      0.0     68.0     84.8     89.7     94.7     10.3      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        2        0        7        7       11        9
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:       68,372
COMMITMENTS
  11,134    9,321    3,016   47,951   45,894   62,101   58,231    6,271   10,141

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      2,868)
  -3,721    3,905    2,975    4,581   -4,199    3,835    2,681     -967      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     13.6      4.4     70.1     67.1     90.8     85.2      9.2     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       16        6       28       30       43       49
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:        9,313
COMMITMENTS
   4,224    8,617      694    3,982        0    8,900    9,311      413        2

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     -5,068)
    -918    2,403   -3,643     -516   -3,813   -5,077   -5,053        9      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     92.5      7.5     42.8      0.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
      11       10        2        3        0       16       10
 
 
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE                    Code-246602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       11,384
COMMITMENTS
   1,850    2,218        9    9,194    9,098   11,053   11,325      331       59

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        577)
    -587    1,636        5    1,148   -1,042      566      599       11      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     19.5      0.1     80.8     79.9     97.1     99.5      2.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        5        1        6       12       14       18
 
 
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE                     Code-247602
FUTURES ONLY POSITIONS AS OF 09/27/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000)                              OPEN INTEREST:       14,823
COMMITMENTS
     514    1,125        0   14,046   13,640   14,560   14,765      263       58

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:       -734)
    -966      690        0      297   -1,434     -669     -744      -65       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      7.6      0.0     94.8     92.0     98.2     99.6      1.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        3        0        6       13       12       16
 

Updated September 30, 2011